Testing equality of standardized generalized variances of k multivariate normal populations with arbitrary dimensions
DOI10.1007/S10260-019-00456-YzbMATH Open1437.62164OpenAlexW2920287193WikidataQ128287798 ScholiaQ128287798MaRDI QIDQ2176342FDOQ2176342
Authors: Dariush Najarzadeh
Publication date: 4 May 2020
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-019-00456-y
Recommendations
- Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions
- Test for equality of standardized generalized variance with different dimensions under high-dimensional settings
- Testing equality of generalized variances of k multivariate normal populations
- Test for equality of generalized variance in high-dimensional and large sample settings
- scientific article; zbMATH DE number 4062383
likelihood ratio testTaylor expansionBartlett adjustmentstandardized generalized variancealpha adjusted critical levelalpha adjusted powerWelch-Satterthwaite chi-squared approximation
Nonparametric hypothesis testing (62G10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12)
Cites Work
- The minimum regularized covariance determinant estimator
- Title not available (Why is that?)
- Mixture Model-Based Classification
- Properties of sufficiency and statistical tests
- Title not available (Why is that?)
- Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions
- A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
- Multivariate T-Distributions and Their Applications
- Title not available (Why is that?)
- Measures of multivariate skewness and kurtosis with applications
- Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices
- Optimal Design of Experiments
- CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
- Assessing the pattern of covariance matrices via an augmentation multiple testing procedure
- Probability essentials.
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
- On the Spectral Decomposition in Normal Discriminant Analysis
- A multivariate exponentially weighted moving average control chart for monitoring process variability
- Variable selection for clustering and classification
- Discrete mathematics with proof
- Title not available (Why is that?)
- Stein-type improvements of confidence intervals for the generalized variance
- On improving the shortest length confidence interval for the generalized variance.
- On improved interval estimation for the generalized variance
- A comparison of type i error rates and power levels for seven solutions to the multivariate behrens-fisher problem
- Dimensionless Measures of Variability and Dependence for Multivariate Continuous Distributions
- Descriptive measures of multivariate scatter and linear dependence
- Optimal tests for homogeneity of covariance, scale, and shape
- Inferences on the ratio of two generalized variances: independent and correlated cases
- Nonparametric test for the homogeneity of the overall variability
- Testing equality of generalized variances of k multivariate normal populations
- Generalized variance statistic in the testing of hypothesis in complex multivariate Gaussian distributions
- Tests for simultaneously determining numbers of clusters and their shape with multivariate data
- Hypothesis Testing for Mixture Model Selection
- Test for generalized variance in signal processing
- Generalizations of barlett's and hartley's tests of homogeneity using “overall variability”
- Multivariate Process Variability Monitoring
- Combined synthetic and |S| chart for monitoring process dispersion
Cited In (5)
- A new confidence interval for standardized generalized variances of k -multivariate normal populations
- Test for equality of standardized generalized variance with different dimensions under high-dimensional settings
- Generalized \(F\)-tests for the multivariate normal mean
- Testing equality of generalized variances of k multivariate normal populations
- Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions
Uses Software
This page was built for publication: Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2176342)